相关论文: Asymptotic Efficiency of New Exponentiality Tests …

We propose a class of nonparametric two-sample tests with a cost linear in the sample size. Two tests are given, both based on an ensemble of distances between analytic functions representing each of the distributions. The first test uses…

We investigate the nonparametric, composite hypothesis testing problem for arbitrary unknown distributions in the asymptotic regime where both the sample size and the number of hypotheses grow exponentially large. Such asymptotic analysis…

In any parametric inference problem, the robustness of the procedure is a real concern. A procedure which retains a high degree of efficiency under the model and simultaneously provides stable inference under data contamination is…

This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…

A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…

We characterize the asymptotic performance of nonparametric goodness of fit testing. The exponential decay rate of the type-II error probability is used as the asymptotic performance metric, and a test is optimal if it achieves the maximum…

We propose an estimator of the Hilbert-Schmidt Independence Criterion obtained from an appropriate modification of the usual estimator. We then get asymptotic normality of this estimator both under independence hypothesis and under the…

We describe a method for investigating the integrable character of a given three-point mapping, provided that the mapping has confined singularities. Our method, dubbed "express", is inspired by a novel approach recently proposed by R.G.…

Active learning can reduce the number of samples needed to perform a hypothesis test and to estimate the parameters of a model. In this paper, we revisit the work of Chernoff that described an asymptotically optimal algorithm for performing…

A new method for calculation of goodness of multidimensional fits in particle physics experiments is proposed. This method finds the smallest and largest clusters of nearest neighbors for observed data points. The cluster size is used to…

For the multi-sample equal covariance function (ECF) testing problem, Zhang (2013) proposed an $L^{2}$-norm based test. However, its asymptotic power and finite sample performance have not been studied. In this paper, its asymptotic power…

Empirical cumulative distribution functions (ECDFs) have been used to test the hypothesis that two samples come from the same distribution since the seminal contribution by Kolmogorov and Smirnov. This paper describes a statistic which is…

Recently, weighted cumulative residual Tsallis entropy has been introduced in the literature as a generalization of weighted cumulative residual entropy. We study some new properties of weighted cumulative residual Tsallis entropy measure.…

For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…

The estimation of various matrix integrals as the size of the matrices goes to infinity is motivated by theoretical physics, geometry and free probability questions. On a rigorous ground, only integrals of one matrix or of several matrices…

Unobserved heterogeneous treatment effects have been emphasized in recent policy evaluation literature. In this paper, we extend Lu and White (2014)'s testing method for unobserved heterogeneous treatment effects by developing nonparametric…

We develop a novel test of the instrumental variable identifying assumptions for heterogeneous treatment effect models with conditioning covariates. We assume semiparametric dependence between potential outcomes and conditioning covariates.…

The invariance properties of certain likelihood-based asymptotic tests as well as their extensions for M-estimation, estimating functions and the generalized method of moments have been well studied. The simulation study reported in Crudu…

In the context of the widely used competing risks set-up we discuss different inference procedures for testing equality of two cumulative incidence functions, where the data may be subject to independent right-censoring or left-truncation.…

First and second kind modifications of usual confidence intervals for estimating the expectation and of usual local alternative parameter choices are introduced in a way such that the asymptotic behavior of the true non-covering…